Chapter 24: Meghan and Harry (Documentary) and interviews

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Anderson Cooper: And you write in the book that, "Pa didn't hug me. He wasn't great at showing emotions under normal circumstances. But his hand did fall once more on my knee and he said, 'It's going to be okay.'" But after that, nothing was okay for a long time.

Prince Harry: No nothing-- nothing was okay.

Harry says his memories of the next few days are fragmented. But he does remember this: greeting mourners outside Kensington Palace in London the day before his mother's funeral.

Anderson Cooper: When you see those videos now, what do you think?

Prince Harry: I think it's bizarre, because I see William and me smiling. I remember the guilt that I felt.

Anderson Cooper: Guilt about?

Prince Harry: The fact that the people that we were meeting were showing more emotion than we were showing, maybe more emotion than we even felt.

Anderson Cooper: They were crying, but you weren't.

Prince Harry: There was a lotta tears. I talk about how wet people's hands were. And I couldn't understand it at first.

Anderson Cooper: Their hands were wet from crying--

Prince Harry: Their hands were wet from wiping their own tears away. I do remember one of the strangest parts to it was taking flowers from people and then placing those flowers with the rest of them. As if I was some sort of middle person for their grief. And that really stood out for me.

The funeral, on a cool September morning, was watched by as many as 2.5 billion people around the world. Perhaps the most indelible image: Prince Harry and his brother, walking behind their mother's casket on its way to Westminster Abbey.

Anderson Cooper: What do you remember about that walk?

Prince Harry: How quiet it was. I remember, the occasional wail and screaming of someone. I remember the horse hooves on the road.

Prince Harry: The bridles of the horses, the gun carriage, the wheels, the occasional gravel stone underneath your shoe. But mainly the-- the silence.

After the service, Princess Diana's body was brought for burial to her family's ancestral estate, Althorp.

Prince Harry: Once my mother's coffin actually went into the ground, that was the first time that I actually cried. Yeah, there was never another time.

Anderson Cooper: All through your teenage years, you did-- you didn't cry about it?

Prince Harry: No.

Anderson Cooper: You didn't believe she was dead.

Prince Harry: Unh-uh (NEGATIVE). For a long-- for a long time, I just refused to accept that she was-- she was gone. Um, part of, you know, she would never do this to us, but also part of, maybe this is all part of a plan.

Anderson Cooper: I mean, you really believed that maybe she had just decided to disappear for a time?

Prince Harry: For a time, and then that she would call us and that we would go and join her, yeah.

Anderson Cooper: How long did you believe that?

Prince Harry: Years. Many, many years. And William and I talked about it as well. He had-- he had um, similar thoughts.

Anderson Cooper: You write in the book, "I'd often say it to myself first thing in the morning, 'Maybe this is the day. Maybe this is the day that she's gonna reappear.'"

Prince Harry: Yeah, hope. I had huge amounts of hope

He held onto that hope into adulthood. When Harry was 20, he asked to see the police report about the crash that killed his mother, her boyfriend Dodi Al-Fayed and their driver Henri Paul while they were being pursued by paparazzi in a Paris tunnel.

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